+222.1%
MAS vs IWD
+208.6%
+13.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -0.5% |
| 7D | +4.6% | -0.9% | +5.5% | +5.7% |
| 30D | +19.9% | +2.6% | +17.2% | +16.7% |
| 3M | +8.9% | +1.2% | +7.6% | +7.7% |
| 6M | +20.2% | +12.1% | +8.0% | +6.6% |
| YTD | +33.9% | +24.1% | +9.7% | +6.7% |
| 1Y | +34.7% | +28.5% | +6.2% | +3.5% |
| 3Y | +60.4% | +79.5% | -19.1% | -12.4% |
| 5Y | +43.5% | +70.3% | -26.8% | -16.2% |
| All | +222.1% | +208.6% | +13.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling